The story takes place in a world looks like the 19th century Europe. The Earl of Millennium plots to massacre the human beings by AKUMAs, which are weapons made from machines, sprits, and tragedies. On the other hand, there is people stand up to the Earl. They're exorcists of Dark Religious Organization. They fight against the Earl with innocence. The innocence is a divine substance scattered around the world as various forms, and it makes strange phenomena. However, once it is used by an exorcist, it becomes a powerful weapon against AKUMA.